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SXR7.DE vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR7.DE vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXR7.DE is traded in EUR, while GLD is traded in USD. To make them comparable, the GLD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXR7.DE achieves a 8.77% return, which is significantly higher than GLD's 4.96% return. Over the past 10 years, SXR7.DE has underperformed GLD with an annualized return of 10.03%, while GLD has yielded a comparatively higher 12.97% annualized return.


SXR7.DE

1D
0.57%
1M
2.06%
YTD
8.77%
6M
10.62%
1Y
17.64%
3Y*
16.10%
5Y*
10.63%
10Y*
10.03%

GLD

1D
0.00%
1M
-3.47%
YTD
4.96%
6M
6.67%
1Y
31.01%
3Y*
27.58%
5Y*
19.45%
10Y*
12.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR7.DE vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
8.77%24.84%9.37%18.88%-11.80%22.25%-0.64%27.60%-13.03%12.98%
GLD
SPDR Gold Shares
1.94%44.25%35.02%9.31%5.38%3.02%14.53%20.52%2.66%-1.05%

Correlation

The correlation between SXR7.DE and GLD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

-0.04

The correlation between SXR7.DE and GLD shifts across timeframes, from -0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SXR7.DE vs. GLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR7.DE
SXR7.DE Risk / Return Rank: 3737
Overall Rank
SXR7.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SXR7.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SXR7.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SXR7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SXR7.DE Martin Ratio Rank: 4141
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2929
Overall Rank
GLD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
GLD Omega Ratio Rank: 3333
Omega Ratio Rank
GLD Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLD Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR7.DE vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and SPDR Gold Shares (GLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SXR7.DEGLDDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.76

1.82

-0.06

Martin ratioReturn relative to average drawdown

6.42

4.30

+2.12

SXR7.DE vs. GLD - Sharpe Ratio Comparison

The current SXR7.DE Sharpe Ratio is 1.23, which is comparable to the GLD Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SXR7.DE and GLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXR7.DEGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.24

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

1.17

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.87

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.65

-0.19

Drawdowns

SXR7.DE vs. GLD - Drawdown Comparison

The maximum SXR7.DE drawdown since its inception was -38.17%, roughly equal to the maximum GLD drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and GLD.


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Drawdown Indicators


SXR7.DEGLDDifference

Max Drawdown

Largest peak-to-trough decline

-38.17%

-37.47%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-17.14%

+6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-17.14%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-17.14%

-7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

-18.63%

-19.54%

Current Drawdown

Current decline from peak

-0.50%

-15.52%

+15.02%

Average Drawdown

Average peak-to-trough decline

-6.65%

-12.17%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

7.23%

-4.43%

Volatility

SXR7.DE vs. GLD - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a higher volatility of 4.57% compared to SPDR Gold Shares (GLD) at 3.75%. This indicates that SXR7.DE's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR7.DEGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

3.75%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

21.79%

-9.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

25.17%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

16.69%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

14.91%

+2.11%

SXR7.DE vs. GLD - Expense Ratio Comparison

SXR7.DE has a 0.12% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

SXR7.DE vs. GLD - Dividend Comparison

Neither SXR7.DE nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR7.DE and GLD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for GLD.

SXR7.DE is categorized as Europe Equities, while GLD is Gold. SXR7.DE tracks MSCI EMU, while GLD tracks LBMA Gold Price PM. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for SXR7.DE and 0.40% for GLD.

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